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Article overview
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Exit and Occupation times for Brownian Motion on Graphs with General Drift and Diffusion Constant | | O. Benichou
; J. Desbois
; | | Date: |
25 Oct 2008 | | Abstract: | We consider a particle diffusing along the links of a general graph
possessing some absorbing vertices. The particle, with a spatially-dependent
diffusion constant D(x) is subjected to a drift U(x) that is defined in every
point of each link. We establish the boundary conditions to be used at the
vertices and we derive general expressions for the average time spent on a part
of the graph before absorption and, also, for the Laplace transform of the
joint law of the occupation times. Exit times distributions and splitting
probabilities are also studied and several examples are discussed. | | Source: | arXiv, 0810.4636 | | Services: | Forum | Review | PDF | Favorites | |
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